Known Girsanov and Bismut-Elworthy-Li identities are recast as explicit grid-free Monte Carlo algorithms for coupled Fokker-Planck and Hamilton-Jacobi-Bellman systems, with a neural-network demonstration on a Schrödinger bridge problem.
Brownian Carnot engine
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abstract
The Carnot cycle imposes a fundamental upper limit to the efficiency of a macroscopic motor operating between two thermal baths. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors and some artificial micro-engines operate. As described by stochastic thermodynamics, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit. Despite its potential relevance for the development of a thermodynamics of small systems, an experimental study of microscopic Carnot engines is still lacking. Here we report on an experimental realization of a Carnot engine with a single optically trapped Brownian particle as working substance. We present an exhaustive study of the energetics of the engine and analyze the fluctuations of the finite-time efficiency, showing that the Carnot bound can be surpassed for a small number of non-equilibrium cycles. As its macroscopic counterpart, the energetics of our Carnot device exhibits basic properties that one would expect to observe in any microscopic energy transducer operating with baths at different temperatures. Our results characterize the sources of irreversibility in the engine and the statistical properties of the efficiency -an insight that could inspire novel strategies in the design of efficient nano-motors.
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math.OC 1years
2024 1verdicts
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On the numerical integration of the Fokker-Planck equation driven by a mechanical force and the Bismut-Elworthy-Li formula
Known Girsanov and Bismut-Elworthy-Li identities are recast as explicit grid-free Monte Carlo algorithms for coupled Fokker-Planck and Hamilton-Jacobi-Bellman systems, with a neural-network demonstration on a Schrödinger bridge problem.